-5.2%
DASH vs LVS
-25.5%
+20.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | +0.4% | +11.1% | -10.7% | -4.1% |
| 30D | -6.0% | +14.7% | -20.7% | -11.6% |
| 3M | -15.8% | -10.9% | -4.8% | -11.3% |
| 6M | +7.0% | -22.3% | +29.3% | +19.5% |
| YTD | -20.7% | -35.8% | +15.1% | -4.5% |
| 1Y | -8.5% | -33.5% | +24.9% | +8.2% |
| 3Y | +101.8% | -11.7% | +113.5% | +95.5% |
| 5Y | -9.6% | +2.6% | -12.2% | -26.0% |
| All | -5.2% | -25.5% | +20.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling